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| Location: |
London, United Kingdom |
| Recruiter: |
Jove International Limited |
| Salary: |
70'000K |
| Post Date: |
2010-02-16 |
| Contact Email: |
rachelle@joveinternational.com |
| Apply Url: |
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| Source: |
quantfinancejobs |
| Description: |
My Client is one of the world's leading US Investment Houses currently looking to add a Quantitative Analyst within the Equity Derivatives and Fund Derivatives business, in an exciting front office position.The Role:* Modeling/pricing of bespoke CPPI, and build out of systems for simple but flexible representation of complex trades.* Internal and external tools for design, analysis, hedging and life-cycle management of fund portfolios.* Derivatives and Delta One products on index replication strategies.* Support and improve distributed risk management systems.* Assist with ad-hoc queries from the trading desk and structuring.The Candidate:* Strong programmer/developer with experience of working within a shared codebase. (C++/C# preferred)* Good mathematical and financial background.* PhD or Masters level degree in a quantitative field from a World Leading academic institution i.e Ivy League, Grande Ecole or OxbridgeCandidates are likely to have a minimum of 1 years experience on a front office derivatives quantitative desk. This role can go up to VP Level. If you believe you have the background for this role and would like to apply, please forward your CV to Rachelle at Jove International using the contact details below. |
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